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math.NA2023
Estimating nested expectations without inner conditional sampling and application to value of information analysis
Tomohiko Hironaka, Takashi Goda
Motivated by various computational applications, we investigate the problem of estimating nested expectations. Building upon recent work by the authors, we propose a novel Monte Ca…
math.NA2023
Strong tractability for multivariate integration in a subspace of the Wiener algebra
Takashi Goda
Building upon recent work by the author, we prove that multivariate integration in the following subspace of the Wiener algebra over is strongly polynomially tractable: \…